NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.67 |
97.25 |
-0.42 |
-0.4% |
96.90 |
High |
98.26 |
98.83 |
0.57 |
0.6% |
98.59 |
Low |
96.80 |
97.25 |
0.45 |
0.5% |
95.21 |
Close |
97.38 |
97.84 |
0.46 |
0.5% |
97.49 |
Range |
1.46 |
1.58 |
0.12 |
8.2% |
3.38 |
ATR |
1.52 |
1.53 |
0.00 |
0.3% |
0.00 |
Volume |
237,671 |
234,281 |
-3,390 |
-1.4% |
1,094,963 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.71 |
101.86 |
98.71 |
|
R3 |
101.13 |
100.28 |
98.27 |
|
R2 |
99.55 |
99.55 |
98.13 |
|
R1 |
98.70 |
98.70 |
97.98 |
99.13 |
PP |
97.97 |
97.97 |
97.97 |
98.19 |
S1 |
97.12 |
97.12 |
97.70 |
97.55 |
S2 |
96.39 |
96.39 |
97.55 |
|
S3 |
94.81 |
95.54 |
97.41 |
|
S4 |
93.23 |
93.96 |
96.97 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.24 |
105.74 |
99.35 |
|
R3 |
103.86 |
102.36 |
98.42 |
|
R2 |
100.48 |
100.48 |
98.11 |
|
R1 |
98.98 |
98.98 |
97.80 |
99.73 |
PP |
97.10 |
97.10 |
97.10 |
97.47 |
S1 |
95.60 |
95.60 |
97.18 |
96.35 |
S2 |
93.72 |
93.72 |
96.87 |
|
S3 |
90.34 |
92.22 |
96.56 |
|
S4 |
86.96 |
88.84 |
95.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.83 |
96.26 |
2.57 |
2.6% |
1.49 |
1.5% |
61% |
True |
False |
244,600 |
10 |
98.83 |
95.21 |
3.62 |
3.7% |
1.57 |
1.6% |
73% |
True |
False |
230,418 |
20 |
98.83 |
91.47 |
7.36 |
7.5% |
1.54 |
1.6% |
87% |
True |
False |
204,919 |
40 |
100.79 |
91.47 |
9.32 |
9.5% |
1.42 |
1.4% |
68% |
False |
False |
131,168 |
60 |
100.79 |
91.47 |
9.32 |
9.5% |
1.41 |
1.4% |
68% |
False |
False |
102,530 |
80 |
101.81 |
91.47 |
10.34 |
10.6% |
1.40 |
1.4% |
62% |
False |
False |
86,835 |
100 |
102.29 |
91.47 |
10.82 |
11.1% |
1.42 |
1.5% |
59% |
False |
False |
74,336 |
120 |
104.37 |
91.47 |
12.90 |
13.2% |
1.41 |
1.4% |
49% |
False |
False |
64,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.55 |
2.618 |
102.97 |
1.618 |
101.39 |
1.000 |
100.41 |
0.618 |
99.81 |
HIGH |
98.83 |
0.618 |
98.23 |
0.500 |
98.04 |
0.382 |
97.85 |
LOW |
97.25 |
0.618 |
96.27 |
1.000 |
95.67 |
1.618 |
94.69 |
2.618 |
93.11 |
4.250 |
90.54 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
98.04 |
97.76 |
PP |
97.97 |
97.68 |
S1 |
97.91 |
97.60 |
|